The fishermen, who were brothers, were shot dead off the coast near the southern border town of Rafah.
Hamas, the ruling Palestinian group in Gaza, condemned the violence and called on Egypt to investigate the incident.
“There is no justification for the repeated violent treatment against those who seek to earn a living for their children,” Hamas said in a statement on Saturday.
There was no immediate comment from Egyptian officials, but the Palestinian Fishermen’s Union in Gaza said its fishermen generally work near the Gaza-Egypt sea border and the Egyptian Navy is aware of their presence.
“Even if they exceed the limit, it is unjustifiable to shoot them and kill them,” said Nezar Ayyash, union leader. “They could have stopped them because their boat’s engine is weak and cannot turn faster than the warship.”
Egypt sent the bodies on Saturday evening via the Rafah crossing point, Gaza’s main gateway to the outside world, on its 13 km (8 mile) border with the Gaza Strip.
Israel and Egypt imposed a blockade on Gaza in 2007 to isolate Hamas after it took control of the territory from the Palestinian Authority.
Hamas’s relations with Egypt have gone through hot and tense phases, but Cairo has been a longtime mediator between Hamas and Israel, concluding numerous ceasefire agreements and unofficial truces between the two sides to end cross-border fighting.
Ayyash said the Egyptian army killed six fishermen from Gaza in separate incidents over the past 14 years.
He said the fishermen would go on a three-day general strike to protest the loss of their colleagues.